Adelaide Research & Scholarship
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https://hdl.handle.net/2440/1237
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| Type: | Journal article |
| Title: | The intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange |
| Author: | Roope, M. Zurbrugg, R. |
| Citation: | Journal of Futures Markets, 2002; 22(3):219-240 |
| Publisher: | John Wiley & Sons Inc |
| Issue Date: | 2002 |
| ISSN: | 0270-7314 1096-9934 |
| Statement of Responsibility: | Matthew Roope and Ralf Zurbruegg |
| Abstract: | Focuses on the intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange. Extraction of information content held in each market; Origin of price discovery from the Singapore futures; Theoretical relationship between futures contracts and spot indices. |
| Description: | The definitive version may be found at www.wiley.com |
| DOI: | 10.1002/fut.2215 |
| Published version: | http://dx.doi.org/10.1002/fut.2215 |
| Appears in Collections: | Aurora harvest 2 Business School publications |
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